+2,771.1%
NOW vs FDS
+287.6%
+2,483.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -0.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.0% |
| 30D | +20.5% | +9.0% | +11.5% | +13.9% |
| 3M | +18.3% | +18.9% | -0.5% | +4.9% |
| 6M | +24.1% | +35.1% | -11.1% | +1.8% |
| YTD | -7.8% | +5.5% | -13.3% | -11.2% |
| 1Y | -21.4% | -16.8% | -4.6% | -12.7% |
| 3Y | +19.5% | -28.1% | +47.6% | +44.1% |
| 5Y | +4.1% | -17.4% | +21.5% | +15.1% |
| 10Y | +826.4% | +85.4% | +741.0% | +464.7% |
| All | +2,771.1% | +287.6% | +2,483.5% | +1,014.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling